The current study focuses on the problem of determining investment attrаctiveness of countries by means of monitoring regional stock markets. The method of using the permutation entropy as a model of investment attractiveness estimation is suggested. We have calculated the permutation entropy for the time series of stock markets of countries for the period from 2005 to 2018. The countries with ...

Managers are responsible for providing financial statements and they might try to make a good picture of their firm's conditions. Therefore, they try to delay the disclosure of bad news and release the good news as soon as possible. The ten-dency of managers toward hiding bad news increases the stock price crash risk. The protection of investor is one of the factors that can prevent from fallin...

In a programming project, it is easy to lose track of which files need to be reprocessed or recompiled after a change is made in some part of the source. Make provides a simple mechanism for maintaining up-to-date versions of programs that result from many operations on a number of files. It is possible to tell Make the sequence of commands that create certain files, and the list of files that ...

In a defined contribution pension plan, employees make the investment decisions since they ultimately bear the investment risks. It has been shown empirically that, whenever the firm’s own stock is one of the available assets, many employees invest a significant fraction of their discretionary contributions in the stock of their employer. Moreover, the proportion allocated to own-company stock ...

Machines (SVM) for stock market prediction. A variety of indicators from the technical analysis field of study are used as input features. We also make use of the correlation between stock prices of different companies to forecast the price of a stock, making use of technical indicators of highly correlated stocks, not only the stock to be predicted. The genetic algorithm is used to select the ...

Financial firms make up a substantial fraction of the domestic equity market. A number of studies subsequently used different conceptual and methodological approaches to model equity return of financial services firms. Movement of the stock price as the consequence of the movement of the micro and macroeconomic factors is strongly supported by the literature review. Amman Stock Exchange in Jord...

this paper, a pattern-based stock data mining approach which transforms the numeric stock data to symbolic sequences, carries out sequential and non-sequential association analysis and uses the mined rules in classifying/predicting the further price movements is proposed. Two formulations of the problem are considered. They are intra-stock mining which focuses on finding frequently appearing pa...